Browsing 002 Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences by Subject "Gain"
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Article
A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model
(1996)Transfer function models have been used for modeling the linear dependence between stationary time series and for improving the accuracy of forecasts. This article proposes a method to evaluate the fit of such a model by ...